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The Value Premium
16 references·16 citing·31 second hopsampled
The Value Premium (2002)The Value PremiumBy Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Industry costs of equity (1997)Industry costs of equityCredit Cycles (1997)Credit CyclesMultifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyContrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The investment opportunity set and corporate financing, dividend, and compensation policies (1992)The investment opportunity se…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEconomic Forces and the Stock Market (1986)Economic Forces and the Stock…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Nominal Rigidities and Asset Pricing (2015)Nominal Rigidities and Asset …Tail Risk and Asset Prices (2013)Tail Risk and Asset PricesNetwork Centrality and the Cross Section of Stock Returns (2013)Network Centrality and the Cr…The Role of Debt and Equity Finance Over the Business Cycle (2012)The Role of Debt and Equity F…The Efficient Market Theory and Evidence: Implications for Active Investment Management (2011)The Efficient Market Theory a…The Cross-Section and Time-Series of Stock and Bond Returns (2011)The Cross-Section and Time-Se…The Other Side of Value: Good Growth and the Gross Profitability Premium (2010)The Other Side of Value: Good…The Dynamics of Cash (2010)The Dynamics of CashExcess Cash and Stock Returns (2010)Excess Cash and Stock ReturnsDoes q-theory with investment frictions explain anomalies in the cross section of returns? (2010)Does q-theory with investment…CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence (2010)CAPM for Estimating the Cost …Testing Conditional Factor Models (2009)Testing Conditional Factor Mo…Labor Hiring, Investment, and Stock Return Predictability in the Cross Section (2008)Labor Hiring, Investment, and…Conditional Asset Pricing and Stock Market Anomalies in Europe (2008)Conditional Asset Pricing and…Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK (2007)Performance and Performance P…Expected Returns, Yield Spreads, and Asset Pricing Tests (2004)Expected Returns, Yield Sprea…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Corporate financing and investment decisions when firms have information that investors do not have (1984)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1997Industry costs of equity5,793 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1997Credit Cycles5,254 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1992The investment opportunity set and corporate financing, dividend, and compensation policies3,591 cited

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Cited by

  • 2010Does q-theory with investment frictions explain anomalies in the cross section of returns?237 cited
  • 2008Labor Hiring, Investment, and Stock Return Predictability in the Cross Section173 cited
  • 2010Excess Cash and Stock Returns144 cited
  • 2013Network Centrality and the Cross Section of Stock Returns144 cited
  • 2007Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK132 cited
  • 2012The Role of Debt and Equity Finance Over the Business Cycle127 cited
  • 2015Nominal Rigidities and Asset Pricing97 cited
  • 2011The Cross-Section and Time-Series of Stock and Bond Returns80 cited
  • 2013Tail Risk and Asset Prices79 cited
  • 2010The Dynamics of Cash74 cited
  • 2008Conditional Asset Pricing and Stock Market Anomalies in Europe66 cited
  • 2010The Other Side of Value: Good Growth and the Gross Profitability Premium61 cited
  • 2010CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence51 cited
  • 2004Expected Returns, Yield Spreads, and Asset Pricing Tests47 cited
  • 2011The Efficient Market Theory and Evidence: Implications for Active Investment Management43 cited
  • 2009Testing Conditional Factor Models38 cited